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The Causal Relationship Between Stock Markets and Policy Uncertainty in Oecd Countries

dc.contributor.author Pirgaip, Burak
dc.contributor.authorID 252136 tr_TR
dc.contributor.other 03.01. Bankacılık ve Finans
dc.contributor.other 03. İktisadi ve İdari Birimler Fakültesi
dc.contributor.other 01. Çankaya Üniversitesi
dc.date.accessioned 2020-02-26T12:02:43Z
dc.date.accessioned 2025-09-18T12:10:01Z
dc.date.available 2020-02-26T12:02:43Z
dc.date.available 2025-09-18T12:10:01Z
dc.date.issued 2017
dc.description.abstract In this study, we examine the causal relationship between economic policy uncertainty (EPU) and stock market prices in OECD countries. We provide strong evidence that stock markets mostly Granger cause EPU. Such causality may also exist in the opposite direction for a few cases and we find no causality in some countries as well. Our results do not provide any support for bidirectional causality. en_US
dc.identifier.citation Pirgaip, Burak, "The causal relationship between stock markets and policy uncertainty in OECD countries", 5th Rsep International Conferences On Social Issues And Economic Studies, pp. 20-29, (2017). en_US
dc.identifier.doi 10.19275/RSEPCONFERENCES105
dc.identifier.isbn 9786053077886
dc.identifier.uri https://doi.org/10.19275/RSEPCONFERENCES105
dc.identifier.uri https://hdl.handle.net/123456789/11575
dc.language.iso en en_US
dc.publisher Bc Grup inc en_US
dc.relation.ispartof 5th RSEP International Conferences on Social Issues and Economic Studies -- NOV 07-10, 2017 -- Barcelona, SPAIN en_US
dc.rights info:eu-repo/semantics/closedAccess en_US
dc.subject Economic Policy Uncertainty en_US
dc.subject Stock Markets en_US
dc.subject Panel Granger Causality en_US
dc.subject Oecd en_US
dc.title The Causal Relationship Between Stock Markets and Policy Uncertainty in Oecd Countries en_US
dc.title The causal relationship between stock markets and policy uncertainty in OECD countries tr_TR
dc.type Conference Object en_US
dspace.entity.type Publication
gdc.author.institutional Pirgaip, Burak
gdc.author.wosid Pirgaip, Burak/Abe-9063-2022
gdc.description.department Çankaya University en_US
gdc.description.departmenttemp [Pirgaip, Burak] Cankaya Univ, Ankara, Turkey en_US
gdc.description.endpage 29 en_US
gdc.description.publicationcategory Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı en_US
gdc.description.startpage 20 en_US
gdc.description.woscitationindex Conference Proceedings Citation Index - Social Science and Humanities
gdc.identifier.wos WOS:000461017600003
gdc.opencitations.count 0
gdc.wos.citedcount 0
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